A new look at cross-country aggregation in the global VAR approach : theory and Monte Carlo simulation
Halil Ibrahim Gunduz, Furkan Emirmahmutoglu, M. Eray Yucel
| Year of publication: |
2025
|
|---|---|
| Authors: | Gündüz, Halil İbrahim ; Emirmahmutoglu, Furkan ; Yucel, Eray |
| Subject: | Ad-hoc approach | Akaike information criterion | Cross-Country aggregation | Global VAR | Model selection | VAR-Modell | VAR model | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Welt | World |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-024-10569-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015195756